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Keith,
There are many choices for smoothing filters that
can be applied.....
here is one way.... ( DEMA )
//{Chande's Momentum Indicator}
CMI=100 *
((Sum(<FONT
color=#0000ff size=2>IIf(C><FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>1),(C-<FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>1)),<FONT color=#ff00ff
size=2>0),<FONT color=#ff00ff
size=2>14)) -
(Sum(<FONT
color=#0000ff size=2>IIf(C<<FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>1),(<FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>1)-C),<FONT color=#ff00ff
size=2>0),<FONT color=#ff00ff
size=2>14))) /
((Sum(<FONT
color=#0000ff size=2>IIf(C><FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>1),(C-<FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>1)),<FONT color=#ff00ff
size=2>0),<FONT color=#ff00ff
size=2>14) +
(Sum(<FONT
color=#0000ff size=2>IIf(C<<FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>1),(<FONT color=#0000ff
size=2>Ref(C,-<FONT color=#ff00ff
size=2>1)-C),<FONT color=#ff00ff
size=2>0),<FONT color=#ff00ff
size=2>14))));
Plot(CMI,<FONT color=#ff00ff
size=2>"CMI",colorRed,styleLine);<FONT
face="Courier New" color=#0000ff size=2>
Plot(<FONT face="Courier New"
color=#0000ff size=2>DEMA<FONT face="Courier New"
size=2>(Cmi,<FONT face="Courier New" color=#ff00ff
size=2>10),<FONT
face="Courier New" color=#ff00ff size=2>"d-CMI"<FONT
face="Courier New" size=2>,colorBlue,styleLine);<FONT face="Courier New"
color=#ff0000 size=2>//Smoothed CMI
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Keith
Newhouse
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, June 15, 2003 10:13
PM
Subject: [amibroker] Code for
smoothing
Hi all,I am looking for help with code for
smoothing Chande's Momentum Indicator, details of which are below.
If some one can show me how to apply smoothing I would be
grateful.Also does anyone have the code, or know where I can find
it, for VEL, a smoothed momentum indicator. I understand it has been
coded in AFL although I cannot find it in the
libary.Regards,Keith.//{Chande's Momentum
Indicator}CMI=100 * ((Sum(IIf(C>Ref(C,-1),(C-Ref(C,-1)),0),14)) -
(Sum(IIf(C<Ref(C,-1),(Ref(C,-1)-C),0),14))) /
((Sum(IIf(C>Ref(C,-1),(C-Ref(C,-1)),0),14) +
(Sum(IIf(C<Ref(C,-1),(Ref(C,-1)-C),0),14))));Plot(CMI,"CMI",colorRed,styleLine);
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